CME Japanese Yen Future December 2016


Trading Metrics calculated at close of trading on 07-Jun-2016
Day Change Summary
Previous Current
06-Jun-2016 07-Jun-2016 Change Change % Previous Week
Open 0.9456 0.9346 -0.0110 -1.2% 0.9100
High 0.9456 0.9385 -0.0071 -0.7% 0.9456
Low 0.9371 0.9345 -0.0026 -0.3% 0.9055
Close 0.9380 0.9385 0.0006 0.1% 0.9441
Range 0.0085 0.0040 -0.0045 -52.9% 0.0401
ATR 0.0073 0.0070 -0.0002 -3.2% 0.0000
Volume 9 107 98 1,088.9% 539
Daily Pivots for day following 07-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.9492 0.9478 0.9407
R3 0.9452 0.9438 0.9396
R2 0.9412 0.9412 0.9392
R1 0.9398 0.9398 0.9389 0.9405
PP 0.9372 0.9372 0.9372 0.9375
S1 0.9358 0.9358 0.9381 0.9365
S2 0.9332 0.9332 0.9378
S3 0.9292 0.9318 0.9374
S4 0.9252 0.9278 0.9363
Weekly Pivots for week ending 03-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.0519 1.0380 0.9661
R3 1.0118 0.9980 0.9551
R2 0.9718 0.9718 0.9514
R1 0.9579 0.9579 0.9477 0.9648
PP 0.9317 0.9317 0.9317 0.9352
S1 0.9179 0.9179 0.9404 0.9248
S2 0.8917 0.8917 0.9367
S3 0.8516 0.8778 0.9330
S4 0.8116 0.8378 0.9220
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9456 0.9158 0.0298 3.2% 0.0087 0.9% 76% False False 86
10 0.9456 0.9055 0.0401 4.3% 0.0050 0.5% 82% False False 66
20 0.9456 0.9055 0.0401 4.3% 0.0039 0.4% 82% False False 44
40 0.9549 0.9035 0.0514 5.5% 0.0040 0.4% 68% False False 23
60 0.9549 0.8878 0.0671 7.1% 0.0031 0.3% 76% False False 17
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.0004
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9555
2.618 0.9490
1.618 0.9450
1.000 0.9425
0.618 0.9410
HIGH 0.9385
0.618 0.9370
0.500 0.9365
0.382 0.9360
LOW 0.9345
0.618 0.9320
1.000 0.9305
1.618 0.9280
2.618 0.9240
4.250 0.9175
Fisher Pivots for day following 07-Jun-2016
Pivot 1 day 3 day
R1 0.9378 0.9379
PP 0.9372 0.9373
S1 0.9365 0.9367

These figures are updated between 7pm and 10pm EST after a trading day.

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